Navigators Group Inc/The Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8519 | 5.12 | |
| 0.1687 | 6.52 | |
| 0.7644 | 34.11 | |
| -0.0871 | -1.98 | |
| 0.0492 | 0.75 | |
| 0.1036 | 2.16 | |
| -0.1408 | -2.92 | |
| 0.1724 | 2.81 | |
| -0.2382 | -3.13 | |
| 0.3536 | 3.21 | |
| -0.7767 | -5.22 |
Estimation Period:
Jan 2, 1990 to May 17, 2019
Jan 2, 1990 to May 17, 2019
News Impact Curve
Volatility Forecasts
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